Safety would be a concern, but that could be managed for sure.
Gotta join the cause to bulk up the muscles alongside the wallet.dat.
https://bitcointalk.org/index.php?topic=5484350.0
I don't think safety would be that big of a concern really. Nobody would know that you have the coin except the buyer and seller, who each have a reason to want things to go smoothly. Not to mention if it were done in airports then security would be provided for free by Uncle Sam. You'd just have to make sure not to do something stupid and lose the coin while you're on the airplane. Perhaps avoid in flight naptime.